+589.9%
HBM vs ITOT
+1,117.2%
-527.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.8% |
| 7D | -3.3% | -0.9% | -2.4% | -1.9% |
| 30D | -4.8% | -1.5% | -3.4% | -2.5% |
| 3M | -0.4% | +3.6% | -4.0% | -5.0% |
| 6M | +17.9% | +13.7% | +4.2% | -0.5% |
| YTD | +33.7% | +12.9% | +20.8% | +14.1% |
| 1Y | +95.6% | +17.2% | +78.4% | +58.7% |
| 3Y | +458.1% | +75.6% | +382.5% | +148.1% |
| 5Y | +329.0% | +75.5% | +253.5% | +94.6% |
| 10Y | +588.2% | +302.0% | +286.2% | -4.8% |
| All | +589.9% | +1,117.2% | -527.3% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling